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SOXS vs. SPXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXS vs. SPXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Semiconductor Bear 3x Shares (SOXS) and Direxion Daily S&P 500 Bull 3X ETF (SPXL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOXS achieves a -91.68% return, which is significantly lower than SPXL's 30.87% return. Over the past 10 years, SOXS has underperformed SPXL with an annualized return of -78.81%, while SPXL has yielded a comparatively higher 30.47% annualized return.


SOXS

1D
-17.41%
1M
-60.17%
YTD
-91.68%
6M
-91.80%
1Y
-97.83%
3Y*
-86.41%
5Y*
-79.75%
10Y*
-78.81%

SPXL

1D
0.41%
1M
15.92%
YTD
30.87%
6M
30.90%
1Y
88.59%
3Y*
53.90%
5Y*
24.69%
10Y*
30.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXS vs. SPXL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-91.68%-85.53%-59.55%-84.56%15.76%-80.94%-92.90%-83.81%-19.39%-69.39%
SPXL
Direxion Daily S&P 500 Bull 3X ETF
30.87%31.94%63.61%69.49%-56.55%98.75%9.64%102.80%-25.11%71.03%

Correlation

The correlation between SOXS and SPXL is -0.72, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.72

Correlation (3Y)
Calculated over the trailing 3-year period

-0.76

Correlation (5Y)
Calculated over the trailing 5-year period

-0.79

Correlation (10Y)
Calculated over the trailing 10-year period

-0.77

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2010

-0.77

The correlation between SOXS and SPXL has been stable across timeframes, ranging from -0.79 to -0.72 - a consistent structural relationship.

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Return for Risk

SOXS vs. SPXL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SOXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SOXS Omega Ratio Rank: 00
Omega Ratio Rank
SOXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SOXS Martin Ratio Rank: 11
Martin Ratio Rank

SPXL
SPXL Risk / Return Rank: 6969
Overall Rank
SPXL Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SPXL Sortino Ratio Rank: 6363
Sortino Ratio Rank
SPXL Omega Ratio Rank: 6464
Omega Ratio Rank
SPXL Calmar Ratio Rank: 6868
Calmar Ratio Rank
SPXL Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SOXS vs. SPXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bear 3x Shares (SOXS) and Direxion Daily S&P 500 Bull 3X ETF (SPXL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SOXSSPXLDifference

Sharpe ratio

Return per unit of total volatility

-0.96

2.52

-3.48

Sortino ratio

Return per unit of downside risk

-3.97

2.95

-6.92

Omega ratio

Gain probability vs. loss probability

0.58

1.39

-0.81

Calmar ratio

Return relative to maximum drawdown

-1.00

3.43

-4.43

Martin ratio

Return relative to average drawdown

-1.39

14.51

-15.90

SOXS vs. SPXL - Sharpe Ratio Comparison

The current SOXS Sharpe Ratio is -0.96, which is lower than the SPXL Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of SOXS and SPXL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SOXSSPXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.96

2.52

-3.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.74

0.49

-1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

0.57

-1.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.79

0.53

-1.32

Drawdowns

SOXS vs. SPXL - Drawdown Comparison

The maximum SOXS drawdown since its inception was -100.00%, which is greater than SPXL's maximum drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for SOXS and SPXL.


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Drawdown Indicators


SOXSSPXLDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-76.86%

-23.14%

Max Drawdown (1Y)

Largest decline over 1 year

-97.64%

-26.77%

-70.87%

Max Drawdown (3Y)

Largest decline over 3 years

-99.79%

-48.95%

-50.84%

Max Drawdown (5Y)

Largest decline over 5 years

-99.97%

-63.80%

-36.17%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-76.86%

-23.14%

Current Drawdown

Current decline from peak

-100.00%

0.00%

-100.00%

Average Drawdown

Average peak-to-trough decline

-92.60%

-15.73%

-76.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

70.48%

6.32%

+64.16%

Volatility

SOXS vs. SPXL - Volatility Comparison

Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a higher volatility of 44.74% compared to Direxion Daily S&P 500 Bull 3X ETF (SPXL) at 8.21%. This indicates that SOXS's price experiences larger fluctuations and is considered to be riskier than SPXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXSSPXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

44.74%

8.21%

+36.53%

Volatility (6M)

Calculated over the trailing 6-month period

83.91%

26.62%

+57.29%

Volatility (1Y)

Calculated over the trailing 1-year period

102.16%

35.34%

+66.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

108.22%

50.23%

+57.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

100.49%

53.42%

+47.07%

SOXS vs. SPXL - Expense Ratio Comparison

SOXS has a 1.08% expense ratio, which is higher than SPXL's 0.84% expense ratio.


Dividends

SOXS vs. SPXL - Dividend Comparison

SOXS's dividend yield for the trailing twelve months is around 64.90%, more than SPXL's 0.51% yield.


PositionTTM202520242023202220212020201920182017
SOXS
Direxion Daily Semiconductor Bear 3x Shares
64.90%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%0.00%
SPXL
Direxion Daily S&P 500 Bull 3X ETF
0.51%0.69%0.74%0.98%0.32%0.11%0.22%0.84%1.02%3.88%

Frequently Asked Questions


SOXS and SPXL have a correlation of -0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXS has higher volatility (44.74%) compared to SPXL (8.21%). In terms of maximum drawdown, SOXS dropped -100.00% vs SPXL's -76.86%.

On 10-year performance, SPXL leads with 30.47% vs -78.81% for SOXS. On fees, SPXL is cheaper at 0.84% per year. On volatility, SPXL has been the lower-risk option at 8.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPXL has performed better with a 30.47% return vs -78.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXL is cheaper with a 0.84% expense ratio, compared with 1.08% for SOXS.

SOXS has the higher dividend yield at 64.90%, compared with 0.51% for SPXL.

SOXS tracks PHLX Semiconductor Index (-300%), while SPXL tracks S&P 500. Their fees differ too: 1.08% for SOXS and 0.84% for SPXL.

SPXL currently has the higher Sharpe Ratio (2.52 vs -0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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